Mikel Arteta has conceded it will "take some time" to turn around Arsenal's form following the club's worst ever start to a campaign.
The Gunners lost 2-0 to Brentford and Chelsea respectively in their first two matches and are in the relegation zone after more than one game played for the first time since August 1992.
It is also the first time in Arsenal's 118-year history in England's top four tiers they have opened a campaign with two defeats without scoring.
Arsenal have finished eighth in back-to-back seasons and were booed off the field by their supporters at the interval and full-time in Sunday's defeat to Chelsea at Emirates Stadium.
Under-pressure boss Arteta, who has had to contend with the loss of numerous key players through injury and illness, stressed the importance of fans getting behind their side.
"I have to say thank you because the atmosphere that we saw before the Chelsea game when the team was getting the introduction of every member, it was so special," Arteta said.
"I had goosebumps and I was feeling like nothing before. Then I think they tried to support the team very much and I know they are disappointed when you lose at home.
"There has to be some reaction, but this is a project that is going to take some time.
"You can see and tell from the recruitment that we've done and the really young squad that we have at the moment and it cannot happen overnight.
"We all want to make it as quick as possible and we know that the responsibility for us is to fight with the top teams in every competition and that's not going to change.
"I think we really need them and this group of players really needs them and the club needs them now next to us because we need that confidence, that support and that energy."
Arsenal have another chance to pick up their first win of 2021-22 on Wednesday when they travel to Championship side West Brom in the second round of the EFL Cup.
The Gunners are competing at this stage of the competition for the first time since 1995-96 after failing to qualify for European football this season.
With a big game against champions Manchester City to come next weekend, Arteta knows the importance of picking up a morale-boosting victory in midweek.
"It's a competition obviously that we want to fight for. We need a win as well," said Arteta, who has suffered 20 defeats in his first 60 matches as a Premier League manager.
"We want to try to get players back if possible to help us because then we have Manchester City at the weekend, and to try to lift the players.
"Obviously they are hurt, the feeling is tough at the moment, they need some help as well with players coming back, and keep them together, because the spirit there is good.
"They don't need motivating. Honestly, they are really together, one thing they don't need is motivating. That is really clear, they are really trying what they can do. Give them confidence – that is what they need."
Arteta hopes to have new signing Martin Odegaard available against West Brom, while Alexandre Lacazette is back in training after recently contracting coronavirus.
Aaron Ramsdale is another in contention to make his debut at The Hawthorns after arriving from Sheffield United last week, but Arteta is unsure of his team selection.
"We just got the VISA from Martin yesterday," the Spaniard said. "Aaron has been a while without training, but they both want to play. We will see."